backtest | Topic | Ecosyste.ms: Repos

Topic: "backtest"

UFund-Me/Qbot

[🔥updating ...] AI 自动量化交易机器人(完全本地部署) AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant

Language: Jupyter Notebook - Size: 387 MB - Last synced at: 21 days ago - Pushed at: 21 days ago - Stars: 12,082 - Forks: 1,740

myhhub/stock

stock股票.获取股票数据,计算股票指标,筹码分布,识别股票形态,综合选股,选股策略,股票验证回测,股票自动交易,支持PC及移动设备。

Language: Python - Size: 25.1 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 9,621 - Forks: 1,878

ricequant/rqalpha

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

Language: Python - Size: 35.7 MB - Last synced at: 14 days ago - Pushed at: 14 days ago - Stars: 5,789 - Forks: 1,662

refraction-ray/xalpha

基金投资管理回测引擎

Language: Python - Size: 11 MB - Last synced at: 4 days ago - Pushed at: 3 months ago - Stars: 2,228 - Forks: 452

Yvictor/TradingGym

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

Language: Python - Size: 17 MB - Last synced at: 1 day ago - Pushed at: over 1 year ago - Stars: 1,710 - Forks: 357

ivopetiz/algotrading

Algorithmic trading framework for cryptocurrencies.

Language: Python - Size: 981 KB - Last synced at: about 2 months ago - Pushed at: about 1 year ago - Stars: 1,296 - Forks: 189

michaelchu/optopsy

A nimble options backtesting library for Python

Language: Python - Size: 8.87 MB - Last synced at: 4 days ago - Pushed at: about 1 year ago - Stars: 1,146 - Forks: 183

rolling-panda-san/notebooks

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

Language: Jupyter Notebook - Size: 4.1 GB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 617 - Forks: 98

physercoe/starquant

a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）

Language: C++ - Size: 76.1 MB - Last synced at: 4 months ago - Pushed at: almost 3 years ago - Stars: 554 - Forks: 167

coinrust/crex

A Golang cryptocurrency trading API & Library. Support Binance, BitMEX, Deribit, Bybit, Huobi DM, OKEX Futures and more.

Language: Go - Size: 1.82 MB - Last synced at: 2 months ago - Pushed at: almost 3 years ago - Stars: 530 - Forks: 158

happydasch/btplotting

btplotting provides plotting for backtests, optimization results and live data from backtrader.

Language: Python - Size: 850 KB - Last synced at: 2 months ago - Pushed at: 3 months ago - Stars: 364 - Forks: 90

lukstei/trading-backtest

A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

Language: Java - Size: 165 KB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 313 - Forks: 140

devalpha-io/devalpha-node 📦

A stream-based approach to algorithmic trading and backtesting in Node.js

Language: TypeScript - Size: 1.07 MB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 244 - Forks: 40

xFFFFF/Gekko-BacktestTool

Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.

Language: Perl - Size: 2.6 MB - Last synced at: 4 months ago - Pushed at: over 5 years ago - Stars: 232 - Forks: 85

xFFFFF/Gekko-Datasets

Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.

Language: Perl - Size: 46.9 KB - Last synced at: 3 months ago - Pushed at: about 7 years ago - Stars: 171 - Forks: 42

dysonance/Strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia

Language: Julia - Size: 741 KB - Last synced at: 26 days ago - Pushed at: over 4 years ago - Stars: 163 - Forks: 37

neilsmurphy/backtrader_template

Basic template for managing Backtrader backtests.

Language: Python - Size: 15.4 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 153 - Forks: 49

philippe-ostiguy/PyBacktesting

🚀 Optimizing the Elliott Wave Theory using genetic algorithms to forecast the financial markets.

Language: Python - Size: 6.26 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 99 - Forks: 41

nkaz001/market-making-backtest

algo trading backtesting on BitMEX

Language: Jupyter Notebook - Size: 15 MB - Last synced at: 6 days ago - Pushed at: over 1 year ago - Stars: 78 - Forks: 26

sklinkert/at

Automated Trader (at). This is a framework for building trading bots.

Language: Go - Size: 14.1 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 76 - Forks: 13

calumrussell/rotala

Backtesting engine written in Rust

Language: Rust - Size: 985 KB - Last synced at: 11 days ago - Pushed at: 5 months ago - Stars: 75 - Forks: 11

crypto-chassis/cryptochassis-data-api-docs

A REST API providing snapshot, tick, and aggregated market data for crypto-currencies

Size: 53.7 KB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 72 - Forks: 12

wynfred/presso

Event-driven backtest/realtime quantitative trading system.

Language: Python - Size: 266 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 70 - Forks: 20

MathisWellmann/lfest-rs

Leveraged Futures Exchange for Simulated Trading

Language: Rust - Size: 6.66 MB - Last synced at: 19 days ago - Pushed at: 19 days ago - Stars: 68 - Forks: 15

woung717/backtest-manager-vscode

Backtest manager in VSCode Extension

Language: TypeScript - Size: 2.48 MB - Last synced at: 21 days ago - Pushed at: 22 days ago - Stars: 68 - Forks: 13

quantfreedom/QuantFreedom

Professional Backtesting Engine for crypto, stocks and forex

Language: Jupyter Notebook - Size: 71.6 MB - Last synced at: about 1 month ago - Pushed at: about 2 months ago - Stars: 65 - Forks: 34

MOEX API AlgoPack integration with Backtrader. На данных с биржи MOEX теперь можно создавать полноценные торговые стратегии. Проводить Backtesting и делать Live торговлю через брокеров Алор, Финам и тех, у кого есть торговый терминал Quik.

Language: Python - Size: 118 KB - Last synced at: 11 days ago - Pushed at: over 1 year ago - Stars: 63 - Forks: 32

nntaoli-project/goex_backtest

量化交易回测系统，模拟交易撮合

Language: Go - Size: 911 KB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 55 - Forks: 19

Optixal/CryptoInscriber

:chart_with_upwards_trend: A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.

Language: Python - Size: 8.79 KB - Last synced at: 9 days ago - Pushed at: over 7 years ago - Stars: 51 - Forks: 6

simple-trade/simple-czsc

Simple缠论量化工具集

Language: Python - Size: 95.7 KB - Last synced at: 13 days ago - Pushed at: about 3 years ago - Stars: 39 - Forks: 17

10mohi6/stock-pairs-trading-python

stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.

Language: Python - Size: 93.8 KB - Last synced at: 6 days ago - Pushed at: almost 2 years ago - Stars: 38 - Forks: 11

10mohi6/oanda-bot-python

oanda-bot is a python library for automated trading bot with oanda rest api on Python 3.6 and above.

Language: Python - Size: 85 KB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 35 - Forks: 18

rosasurfer/mt4-expander

DLL extension for the MetaTrader MQL4 framework

Language: C++ - Size: 8.61 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 34 - Forks: 28

Erfaniaa/crypto-portfolio-optimizer

Cryptocurrency portfolio optimizer and simulator (Which coins to buy during a Bitcoin bull run?)

Language: Python - Size: 37.1 KB - Last synced at: 3 months ago - Pushed at: 5 months ago - Stars: 32 - Forks: 2

naripok/cryptotrader 📦

This repo contains a cryptocurrency trading environment and agents

Language: Python - Size: 33.2 MB - Last synced at: over 2 years ago - Pushed at: over 4 years ago - Stars: 30 - Forks: 17

doongz/ChickenFarm

非专业养🐥户，统计购买和卖出操作，分析持仓和收益，爬取基金净值，各种定投算法回测分析。

Language: Python - Size: 8.88 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 29 - Forks: 10

10mohi6/portfolio-backtest-python

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

Language: Python - Size: 1.1 MB - Last synced at: 2 days ago - Pushed at: over 4 years ago - Stars: 29 - Forks: 3

chen-001/pure_ocean_breeze

众人的因子回测框架 stock factor test

Language: Python - Size: 4.06 MB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 28 - Forks: 9

Marfusios/simple-backtester

📈 A simple backtester for OHLC data

Language: HTML - Size: 4.02 MB - Last synced at: 5 months ago - Pushed at: over 1 year ago - Stars: 27 - Forks: 10

martinv13/shiny-futures

A Shiny app to work with future contracts data

Language: R - Size: 2.06 MB - Last synced at: 2 months ago - Pushed at: over 8 years ago - Stars: 23 - Forks: 10

ArthurBernard/Fynance

Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.

Language: Python - Size: 4.75 MB - Last synced at: 5 days ago - Pushed at: about 1 year ago - Stars: 22 - Forks: 5

Strategeable/strategeable-trader

Advanced (crypto) trading bot that enables you to create complex trading strategies and automate them

Language: Go - Size: 572 KB - Last synced at: almost 2 years ago - Pushed at: almost 3 years ago - Stars: 22 - Forks: 14

mmmaaaggg/IBATS_HuobiTrader_old

【停止维护】新版本更新已迁移到 IBATS 项目组对应名称项目中。Auto Backtest Analysis Trade Framework 支持期货、数字货币进行量化交易，集成回测、分析、交易于一体。当前项目主要用于数字货币使用。

Language: Python - Size: 449 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 21 - Forks: 9

simaki/epymetheus 📦

Moved Permanently: https://github.com/epymetheus/epymetheus

Language: Python - Size: 6.09 MB - Last synced at: over 2 years ago - Pushed at: about 4 years ago - Stars: 21 - Forks: 5

mrtoronto/stock_backtester

Stock trading strategy back-tester

Language: Python - Size: 33.2 KB - Last synced at: about 2 years ago - Pushed at: almost 6 years ago - Stars: 20 - Forks: 6

Artimatic/td-algorithmic-trading-in-angular

Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular

Language: TypeScript - Size: 5.74 MB - Last synced at: about 1 month ago - Pushed at: about 1 year ago - Stars: 19 - Forks: 16

k66inthesky/TW-stock

提供台股逾10年資料，及完整爬蟲程式。

Language: Python - Size: 57.8 MB - Last synced at: 4 months ago - Pushed at: 5 months ago - Stars: 18 - Forks: 6

backtestjs/framework

Backtesting trading strategies in TypeScript / JavaScript.

Language: TypeScript - Size: 2.85 MB - Last synced at: 8 days ago - Pushed at: 3 months ago - Stars: 17 - Forks: 2

raphant/lazyft

A convenient FreqTrade wrapper-library that makes it easy to develop algorithmic trading strategies.

Language: Python - Size: 98.8 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 17 - Forks: 5

rainfu/xcoin

Next Generation Trading Bot

Language: JavaScript - Size: 2.01 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 17 - Forks: 6

Arech/t18 📦

Algotrading framework for C++17

Language: C++ - Size: 32.2 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 17 - Forks: 10

nanvel/cipher-bt

Trading strategy backtesting framework with focus on position adjustment in a session scope.

Language: Python - Size: 4.4 MB - Last synced at: 8 days ago - Pushed at: 2 months ago - Stars: 16 - Forks: 1

xzmeng/binance-history 📦

Fetch klines and trades data from binance.

Language: Python - Size: 135 KB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 15 - Forks: 8

10mohi6/oanda-backtest-python

oanda-backtest is a python library for backtest with oanda fx trade rest api on Python 3.6 and above.

Language: Python - Size: 382 KB - Last synced at: 23 days ago - Pushed at: over 2 years ago - Stars: 14 - Forks: 8

rafa-rod/vartests

Statistical tests for Value at Risk (VaR) Models.

Language: Python - Size: 98.6 KB - Last synced at: 12 months ago - Pushed at: almost 2 years ago - Stars: 13 - Forks: 6

Petersoj/AlpacaJavaBacktest 📦

A java stock trading algorithm backtester for users of Alpaca.markets and Polygon.io

Language: Java - Size: 556 KB - Last synced at: 7 days ago - Pushed at: over 5 years ago - Stars: 13 - Forks: 15

10mohi6/bitmex-backtest-python

bitmex-backtest is a python library for backtest with bitmex fx trade rest api on Python 3.7 and above.

Language: Python - Size: 316 KB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 12 - Forks: 4

yooce/MagicalNuts

C#による投資検証ライブラリ

Language: C# - Size: 1.52 MB - Last synced at: 3 days ago - Pushed at: over 3 years ago - Stars: 12 - Forks: 2

replacementAI/A-Backtest-A-Day

Join me everyday as I backtest a different quant strategy for the markets!

Language: Jupyter Notebook - Size: 21.3 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 11 - Forks: 1

10mohi6/bybit-backtest-python

bybit-backtest is a python library for backtest with bybit fx trade on Python 3.7 and above.

Language: Python - Size: 48.8 KB - Last synced at: 6 days ago - Pushed at: over 4 years ago - Stars: 10 - Forks: 4

AlexLJC/xtraderbacktest

This project is a backtest system for trading strategy.

Language: Python - Size: 31.2 MB - Last synced at: almost 2 years ago - Pushed at: about 2 years ago - Stars: 9 - Forks: 3

nix1/bye

Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.

Language: Python - Size: 29.3 KB - Last synced at: 4 months ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 1

alm0ra/trade-engine 📦

a package for demo trading backtest & forward testing

Language: Python - Size: 681 KB - Last synced at: 9 days ago - Pushed at: over 3 years ago - Stars: 9 - Forks: 0

10mohi6/stock-backtest-python

stock-backtest is a python library for stock technical analysis backtest on Python 3.7 and above.

Language: Python - Size: 65.4 KB - Last synced at: 9 days ago - Pushed at: about 4 years ago - Stars: 9 - Forks: 3

nersent/qpace

📊 The Quant SDK for Python and Javascript. Written in Rust.

Language: Rust - Size: 26.4 MB - Last synced at: 7 days ago - Pushed at: 8 days ago - Stars: 8 - Forks: 1

bbalouki/bbstrader

Simplified Investment & Trading Toolkit

Language: Python - Size: 13.8 MB - Last synced at: 13 days ago - Pushed at: 13 days ago - Stars: 8 - Forks: 2

benrey916/backtest-virtuoso

Virtuoso is a Python-based backtesting tool designed for traders and quantitative analysts who want to evaluate scalping and intraday trading strategies using historical market data. By leveraging cutting-edge libraries like Polars for high-speed data processing and PyTorch for advanced computations.

Language: Python - Size: 10.7 KB - Last synced at: 20 days ago - Pushed at: 4 months ago - Stars: 7 - Forks: 0

yiliuyan161/gmcache

掘金量化数据API缓存加速库

Language: Jupyter Notebook - Size: 889 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 7 - Forks: 2

EarnForex/Spike-Trader

Spike Trader is a long-term price action expert advisor that fares well on the daily timeframe of USD/CAD.

Language: MQL4 - Size: 23.4 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 7 - Forks: 3

tradepython/pixiu

Language: Python - Size: 1.5 MB - Last synced at: 10 days ago - Pushed at: about 2 months ago - Stars: 6 - Forks: 1

rossrobino/backtester

Easily backtest simple volatility trading strategies online

Language: Svelte - Size: 564 KB - Last synced at: 3 months ago - Pushed at: about 2 years ago - Stars: 6 - Forks: 2

ajitnilakantan/backest-portfolio

Jupyter Python notebook to backtest a portfolio, with option to rebalance yearly

Language: Jupyter Notebook - Size: 1.04 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 5 - Forks: 3

milliyang/noise

A Backtest or Trading Framework with C++

Language: C++ - Size: 16.2 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 0

DFMichelangelo/BackTestify-Backtester-Engine

Backtesting platform for algorithmic trading strategies

Language: Python - Size: 353 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 5 - Forks: 2

sjquant/rofa

Rofa is abbreviation for 'Robust Factor'

Language: Python - Size: 773 KB - Last synced at: 30 days ago - Pushed at: over 5 years ago - Stars: 5 - Forks: 1

RuzhiyKot/Trading_Against_Individuals_in_the_Stock_Market

В данном репозитории хранятся файлы проекта

Language: HTML - Size: 8.9 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 0

10mohi6/jquants-pairs-trading-python

jquants-pairs-trading is a python library for backtest with japanese stock pairs trading using kalman filter, J-Quants on Python 3.8 and above.

Language: Python - Size: 218 KB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 1

EarnForex/Heiken-Ashi-Naive

Heiken Ashi Naive uses a naive reverse Heiken Ashi strategy and sometimes turns up somewhat profitable.

Language: MQL4 - Size: 52.7 KB - Last synced at: over 2 years ago - Pushed at: almost 3 years ago - Stars: 4 - Forks: 1

Super-Thomas/Backtest_for_indicators_of_Tradingview

You can do Backtest for indicators of Tradingview using this python script.

Language: Python - Size: 16.6 KB - Last synced at: almost 2 years ago - Pushed at: almost 3 years ago - Stars: 4 - Forks: 3

tina-wen/quant_trade

Language: Python - Size: 50.8 KB - Last synced at: about 9 hours ago - Pushed at: about 10 hours ago - Stars: 3 - Forks: 0

systemathics/notebook-examples

Sample Jupyter notebooks targeting Ganymede gRPC API

Language: Jupyter Notebook - Size: 10.2 MB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 3 - Forks: 3

Tpessia/invest-tester

Simulate asset allocations, optimize investment portfolios and backtest algo trading strategies

Language: TypeScript - Size: 668 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 3 - Forks: 0

10mohi6/jquants-algo-python

jquants-algo is a python library for algorithmic trading with japanese stock trade using J-Quants on Python 3.8 and above.

Language: Python - Size: 541 KB - Last synced at: 7 days ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0

yfiua/quant-machine-sp500

Quant machine for S&P 500 (Annualized return: 20.60%; Sharpe ratio: 1.06; Sortino ratio: 2.05; Calmar ratio: 1.05)

Language: HTML - Size: 438 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0

Naoghuman/MQL5_Strategy_Session_BreakOut_London

Contains scripts (analysis) and tools in context from the trading strategy 'Session-BreakOut London'.

Language: MQL5 - Size: 68.4 KB - Last synced at: 13 days ago - Pushed at: about 2 years ago - Stars: 3 - Forks: 0

angrycarrots/lean-lite

A hack to enable options data generation and backtesting in QuantConnect Lean

Language: HTML - Size: 273 KB - Last synced at: 12 months ago - Pushed at: about 3 years ago - Stars: 3 - Forks: 2

titouannwtt/Analyseur-PBM

Analyseur-PBM, pour "Analyse de Paramètres de Backtests par Mois" est un outil d'analyse pour du trading de Crypto-monnaie. Il centralise un ensemble de résultats provenant de backtests réalisés en amont sur une période de 1 mois. Il va récupérer les résultats de chaque mois, croiser les paramètres d'entrée et faire des moyennes de performances tout mois confondue. Les résultats permettront donc de repérer les sur-optimisations sur des périodes spécifiques et de déterminer les paramètres qui sortent du lot et sont majoritairement toujours gagnant.

Language: Python - Size: 149 MB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 3 - Forks: 5

10mohi6/gmocoin-backtest-python

gmocoin-backtest is a python library for backtest with gmocoin fx btc trade technical analysis on Python 3.7 and above.

Language: Python - Size: 78.1 KB - Last synced at: 5 days ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 0

systemathics/sdk-python

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

Language: Python - Size: 742 KB - Last synced at: 5 days ago - Pushed at: 6 days ago - Stars: 2 - Forks: 0

alanwatts07/FiBocci

This is a bot that uses fibonacci smoothed moving averages to calculate good entries and exits to maximize the base token. Here the example is using wif swings to maximize sol but can be used for sol/usdc or any other pair. Wallet functionality currently disabled but backtesting this on any data set will show it works wonders.

Language: Python - Size: 339 KB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 2 - Forks: 0

Papiniko/agent-rules

Agent Rules offers a set of reusable guidelines for AI coding assistants, enhancing development efficiency. Explore actionable workflows and code quality checks to streamline your projects. 🛠️📁

Language: Shell - Size: 342 KB - Last synced at: 22 days ago - Pushed at: 22 days ago - Stars: 2 - Forks: 1

benrey916/AI_Trading_DToDv2.1_Backtest

AI Trading Bot | Data To Dollar V2.1 | DToD Bot | Main Features : 1. Short-term price prediction using the TimeMixer++ model 2. Pattern detection implemented with the YOLO model 3. Customizable technical indicators 4. Integration of popular indicators such as RSI and MACD

Size: 46.1 MB - Last synced at: 20 days ago - Pushed at: 26 days ago - Stars: 2 - Forks: 0